The Chelsea manager wishes he still had the Spain international in his squad, but could not keep the new Manchester United man happy as he built his team around Oscar.
Mata was named as the club's player of the season in 2012 and 2013, but fell out of favor under Mourinho and completed a 37.1 million pound move to Old Trafford on Saturday.
"These are decisions a manager has to make, but for me it was a hard decision," Mourinho told BBC Radio 5 Live. "I'd love to have him in my squad, absolutely.
"But to have a player in this situation is hard. He deserves that Chelsea open the door for him. I like people to be happy. I'm so sorry I couldn't make him happy in this squad - I'm so sad with that, but I build my team around Oscar playing as my No. 10."
Mourinho expects Mata to receive a warm reception from the Chelsea fans when he eventually returns to Stamford Bridge as a Manchester United player.
He added: "He's very classy. I think he's a player that stays in the fans' hearts and also in those of his colleagues.
"I'm just with him six months and I like him a lot. Imagine the people who have been with him for three years. He stays in the club history - he won important trophies and people loved him. He will come here with a Manchester United shirt on one day and the people will show him that."